+180.5%
PL vs SMTC
+154.8%
+25.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -4.7% |
| 7D | -9.3% | +12.7% | -22.1% | -13.6% |
| 30D | -18.9% | +22.0% | -40.9% | -26.2% |
| 3M | -58.4% | -12.7% | -45.7% | -56.8% |
| 6M | -30.3% | +64.8% | -95.1% | -40.5% |
| YTD | -8.1% | +100.7% | -108.8% | -26.3% |
| 1Y | +180.5% | +146.9% | +33.6% | +135.4% |
| All | +180.5% | +154.8% | +25.7% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling